Quant Researcher- Sydney
What the role is all about…
This position is to work in HFT Market making desk as it expands its presence in the global STIRS (Short Term Interest Rates) markets.
What your main responsibilities will be…
Modelling of the term structure for alpha and risk management
Design and automate quantitative methods for evaluating the performance of algorithmic trading strategies
Design and automate quantitative methods for optimising trading strategy parameters for different market conditions
Generate new sources of alpha through statistical analysis of historical market data
Identify changes in market conditions when strategies underperform and suggest changes for improving their profitability during those conditions
Analyse algorithmic trading system latencies and provide cost/benefit analysis on latency improvements
Assisting in the development of a consistent conceptual framework which spans across different strategy horizons and multiple instruments.
These are the essential skills you need…
You will be a highly numerate individual with good knowledge of forecasting, linear algebra, optimisation, statistics and time series modelling.
High to Mid frequency time horizon.
Market microstructure modelling experience.
C++/python development skills.
Ideally, you have the following qualifications and experience…
STIRS / Term Structure trading experience.
Postgraduate qualifications in a quantitative discipline.
3+ years experience as in a quantitatively driven trading house in a role as a quantitative researcher.